-40.7%
OKLO vs OSCR
+75.7%
-116.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | 0.0% | +3.6% | +3.6% |
| 7D | +2.8% | +5.8% | -3.0% | +1.3% |
| 30D | -4.0% | +7.1% | -11.1% | -6.3% |
| 3M | -36.9% | +36.7% | -73.5% | -42.7% |
| 6M | -37.1% | +114.3% | -151.4% | -52.8% |
| YTD | -42.5% | +124.4% | -166.9% | -57.3% |
| 1Y | -40.7% | +75.5% | -116.2% | -53.5% |
| All | -40.7% | +75.7% | -116.5% | -53.5% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded OSCR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling